+277.1%
STLD vs NIO
-93.2%
+370.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.7% | -2.6% |
| 7D | +2.9% | -14.5% | +17.4% | +4.9% |
| 30D | -5.6% | -15.0% | +9.4% | -3.7% |
| 3M | -11.7% | -35.6% | +23.8% | -7.1% |
| 6M | -2.8% | -55.7% | +52.9% | +6.8% |
| YTD | +36.4% | -43.1% | +79.6% | +44.3% |
| 1Y | +50.0% | -53.5% | +103.5% | +62.4% |
| 3Y | +122.3% | -59.8% | +182.1% | +132.9% |
| All | +277.1% | -93.2% | +370.3% | +375.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling